I run this prog. but it show : option / not allowed???
clear* webuse lutkepohl2 var dln_inv dln_inc irf create irf1, set(irf1, replace) irf graph oirf, impulse(dln_inv) response(dln_inc) name(orig1,replace) var dln_inv dln_consump irf create irf2, set(irf2,replace) irf graph oirf, impulse(dln_inv) response(dln_consump) name(orig2, replace) use "irf2.irf",clear keep if impulse == "dln_inv" & response == "dln_consump" keep step oirf stdoirf gen upper_ci2 = oirf +1.96*stdoirf gen lower_ci2 = oirf - 1.96*stdoirf rename oirf oirf2 save irf2_data,replace use "irf1.irf" keep if impulse == "dln_inv" & response == "dln_inc" keep step oirf stdoirf gen upper_ci1= oirf +1.96*stdoirf gen lower_ci1 = oirf - 1.96*stdoirf rename oirf oirf1 merge 1:1 step using irf2_data twoway rarea upper_ci1 lower_ci1 step, color(blue%20) lwidth(vvthin) /// || line oirf1 step , lc(blue) /// || rarea upper_ci2 lower_ci2 step, color(green%20) lwidth(vvthin) /// || line oirf2 step , lc(green) /// ||, legend(pos(6) row(1) order(2 "IRF1-Income" 4 "IRF2-Consumption"))